S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5951	6.72
$α$	0.1952	8.09
$β$	0.6692	18.12
$γ_{1}$	0.0078	2.25
$γ_{2}$	-0.0104	-1.69

V-Lab

AJ Lucas Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:117.01% (-7.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AJ Lucas Group Ltd Analyses